Portfolio Construction and Risk Management Book

This post contains the latest version of the Portfolio Construction and Risk Management book by Anton Vorobets.

Jan 18, 2025

A multi-asset stress-test example from the Portfolio Construction and Risk Management book.

The PDF version of the Portfolio Construction and Risk Management book is freely available at the bottom of this post.

The accompanying code to the book is available on GitHub at https://github.com/fortitudo-tech/pcrm-book1.

The book has been written through a crowdfunding campaign with top 10 contributors listed below and other significant contributors listed in the preface of the book.

You can still contribute to the project by either becoming a paid subscriber to this publication and getting access to the Applied Quantitative Investment Management course2.

It’s still possible to be listed below as a significant contributor by contributing the corresponding amount through Buy Me a Coffee3.

Top 10 contributors acknowledgement

At the 11:59 PM (GMT-8), February 2 deadline, the top 10 ended up being the following:

Charlotte Hansen
Hitesh Sundesha
David Toohey
Anonymous contributor
Anonymous contributor
Andrea Bordoni
Anonymous contributor
Anonymous contributor
Veliko Dinkov Donchev
Matteo Nobile

These contributors had trial access to an institutional-grade implementation of the investment framework from the book.

You can also get a three month personal trial by becoming a professional subscriber of the Quantamental Investing publication.

If you want a trial through the investment firm that you work at, please send an email to demo@fortitudo.tech including a description of the company.

All significant contributors

Below are all significant contributors. You can still get your name on this list by contributing the listed amount through Buy Me a Coffee.

Platinum Contributors (€1000)

Charlotte Hansen and Hitesh Sundesha.

Gold Contributors (€500)

Silver Contributors (€250)

Andrea Bordoni, David Toohey, and two anonymous contributors.

Bronze Contributors (€100)

Matteo Nobile, Roger McIntosh, Mark Brezina, Veliko Dinkov Donchev, Irina Johansen, Pedro Jorge Feijoo Videira e Castro, Hans-Peter Schrei, Zarko Stefanovski, Radu Briciu, Matthew Underwood, and four anonymous contributors.